ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 554.2 527.6 -26.6 -4.8% 439.1
High 554.2 528.4 -25.8 -4.7% 534.3
Low 530.4 527.0 -3.4 -0.6% 439.1
Close 541.3 513.9 -27.4 -5.1% 534.7
Range 23.8 1.4 -22.4 -94.1% 95.2
ATR 22.5 21.9 -0.6 -2.6% 0.0
Volume 1 15 14 1,400.0% 60
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 527.3 522.0 514.8
R3 526.0 520.5 514.3
R2 524.5 524.5 514.3
R1 519.3 519.3 514.0 521.3
PP 523.0 523.0 523.0 524.0
S1 517.8 517.8 513.8 519.8
S2 521.8 521.8 513.8
S3 520.3 516.5 513.5
S4 519.0 515.0 513.3
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 788.3 756.8 587.0
R3 693.0 661.5 561.0
R2 598.0 598.0 552.3
R1 566.3 566.3 543.5 582.0
PP 502.8 502.8 502.8 510.5
S1 471.0 471.0 526.0 487.0
S2 407.5 407.5 517.3
S3 312.3 376.0 508.5
S4 217.0 280.8 482.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 554.2 497.1 57.1 11.1% 11.3 2.2% 29% False False 10
10 554.2 439.1 115.1 22.4% 7.8 1.5% 65% False False 9
20 573.6 439.1 134.5 26.2% 9.8 1.9% 56% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 534.3
2.618 532.0
1.618 530.8
1.000 529.8
0.618 529.3
HIGH 528.5
0.618 527.8
0.500 527.8
0.382 527.5
LOW 527.0
0.618 526.3
1.000 525.5
1.618 524.8
2.618 523.3
4.250 521.0
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 527.8 540.5
PP 523.0 531.8
S1 518.5 522.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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